Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 0.39% | 2.51 CHF | 2.52 CHF | 160'000 | 160'000 | 159'678 | 159'678 | 405'670 CHF | 407'267 CHF | 99.47% | 99.47% |
19.11.2024 | 0.40% | 2.50 CHF | 2.51 CHF | 164'000 | 164'000 | 162'721 | 162'721 | 404'997 CHF | 406'624 CHF | 99.41% | 99.41% |
18.11.2024 | 0.39% | 2.58 CHF | 2.59 CHF | 160'000 | 160'000 | 159'340 | 159'340 | 409'320 CHF | 410'913 CHF | 99.89% | 99.89% |
15.11.2024 | 0.39% | 2.55 CHF | 2.56 CHF | 160'000 | 160'000 | 159'340 | 159'340 | 406'472 CHF | 408'065 CHF | 100.00% | 100.00% |
14.11.2024 | 0.40% | 2.54 CHF | 2.55 CHF | 160'000 | 160'000 | 161'294 | 161'294 | 403'602 CHF | 405'214 CHF | 98.66% | 98.66% |
13.11.2024 | 0.40% | 2.42 CHF | 2.43 CHF | 164'000 | 164'000 | 162'910 | 162'910 | 403'630 CHF | 405'260 CHF | 100.00% | 100.00% |
12.11.2024 | 0.39% | 2.48 CHF | 2.49 CHF | 164'000 | 164'000 | 159'820 | 159'820 | 405'107 CHF | 406'705 CHF | 99.88% | 99.88% |
11.11.2024 | 0.39% | 2.58 CHF | 2.59 CHF | 160'000 | 160'000 | 159'796 | 159'796 | 403'805 CHF | 405'403 CHF | 100.00% | 100.00% |
08.11.2024 | 0.41% | 2.43 CHF | 2.44 CHF | 164'000 | 164'000 | 162'819 | 162'819 | 400'347 CHF | 401'975 CHF | 98.50% | 98.50% |
07.11.2024 | 0.38% | 2.57 CHF | 2.58 CHF | 160'000 | 160'000 | 156'114 | 156'114 | 406'590 CHF | 408'151 CHF | 100.00% | 100.00% |